Marseille said last week the 21-year-old Ben Arfa was joining them from the French champions. However, Lyon said the deal had not been finalised because they had not received all the required financial guarantees from Marseille.
Lyon said in a statement they expected Ben Arfa to return in order to resume training on Monday but the player said he considered himself a Marseille player and would stay at Marseille.
"I'm here (in Marseille) and I won't go there (to Lyon)," Ben Arfa told La Provence.
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"Whatever happens, I won't go back."
Marseille chairman Pape Diouf said in a statement he had sent all the required documents and asked the French Professional Soccer League (LFP) to settle the issue.
A ruling was expected on Tuesday.
Ben Arfa has won six caps for France but was not a member of the Euro 2008 squad eliminated from the tournament in the group stage.
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